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Tang, Qihe

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Author ID: tang.qihe Recent zbMATH articles by "Tang, Qihe"
Published as: Tang, Q.; Tang, Q. H.; Tang, Qi He; Tang, Qi-he; Tang, QiHe; Tang, Qihe
External Links: ORCID
Documents Indexed: 105 Publications since 1996, including 1 Book
Reviewing Activity: 9 Reviews

Publications by Year

Citations contained in zbMATH

85 Publications have been cited 2,052 times in 866 Documents Cited by Year
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563
Tang, Qihe; Tsitsiashvili, Gurami
189
2003
Risk measures and comonotonicity: a review. Zbl 1159.91403
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D.
131
2006
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
Tang, Qihe; Tsitsiashvili, Gurami
84
2004
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
Li, Jinzhu; Tang, Qihe; Wu, Rong
73
2010
Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017
Tang, Qihe; Tsitsiashvili, Gurami
68
2003
Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032
Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang
66
2004
Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034
Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong
63
2001
Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021
Tang, Qihe
56
2006
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
50
2004
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029
Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami
48
2002
The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca
47
2005
Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017
Geluk, Jaap; Tang, Qihe
46
2009
Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008
Wang, Dingcheng; Tang, Qihe
43
2006
The finite-time ruin probability of the compound Poisson model with constant interest force. Zbl 1132.91500
Tang, Qihe
42
2005
Asymptotics of random contractions. Zbl 1231.91196
Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe
40
2010
Stable nucleation for the Ginzburg-Landau system with an applied magnetic field. Zbl 0922.35157
Bauman, P.; Phillips, D.; Tang, Q.
40
1998
Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca
38
2011
On the ruin probabilities of a bidimensional perturbed risk model. Zbl 1119.91056
Li, Junhai; Liu, Zaiming; Tang, Qihe
37
2007
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090
Hao, Xuemiao; Tang, Qihe
36
2008
Heavy tails of discounted aggregate claims in the continuous-time renewal model. Zbl 1211.91152
Tang, Qihe
36
2007
Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Zbl 1084.60544
Cheng, Yebin; Tang, Qihe
36
2003
Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312
Tang, Qihe
35
2004
The subexponentiality of products revisited. Zbl 1142.60012
Tang, Qihe
32
2006
Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089
Tang, Qihe; Yuan, Zhongyi
30
2014
Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030
Tang, Qihe
30
2005
A comonotonic image of independence for additive risk measures. Zbl 1122.91341
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe
30
2004
Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310
Ko, Bangwon; Tang, Qihe
29
2008
Maxima of sums of heavy-tailed random variables. Zbl 1098.60505
Ng, K. W.; Tang, Q. H.; Yang, Hailiang
29
2002
From light tails to heavy tails through multiplier. Zbl 1199.60040
Tang, Qihe
28
2008
Remarks on quantiles and distortion risk measures. Zbl 1256.91027
Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe
25
2012
The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Zbl 1142.62094
Tang, Qihe
25
2004
Precise large deviations for the prospective-loss process. Zbl 1028.60024
Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang
23
2003
On the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1239.91084
Tang, Qihe; Yang, Fan
22
2012
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414
Tang, Qihe; Wang, Guojing; Yuen, Kam C.
21
2010
On convolution equivalence with applications. Zbl 1114.60015
Tang, Qihe
20
2006
A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145
Kaas, Rob; Tang, Qihe
20
2005
A unified approach to generate risk measures. Zbl 1098.91539
Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe
18
2003
Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Zbl 1231.91243
Tang, Qihe; Wei, Li
17
2010
Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017
Chen, Yiqing; Ng, Kai W.; Tang, Qihe
16
2005
Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515
Kaas, Rob; Tang, Qihe
16
2003
Maxima of sums and random sums for negatively associated random variables with heavy tails. Zbl 1116.62351
Wang, Dingcheng; Tang, Qihe
15
2004
Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Zbl 1336.91048
Li, Jinzhu; Tang, Qihe
14
2015
Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums. Zbl 1141.62036
Tang, Qihe
14
2008
Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038
Tang, Qihe
14
2004
The overshoot of a random walk with negative drift. Zbl 1108.60042
Tang, Qihe
13
2007
Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. Zbl 1057.60049
Ng, Kai W.; Tang, Qihe
13
2004
Characterization of upper comonotonicity via tail convex order. Zbl 1222.60022
Nam, Hee Seok; Tang, Qihe; Yang, Fan
12
2011
The product of two dependent random variables with regularly varying or rapidly varying tails. Zbl 1219.62098
Jiang, Jun; Tang, Qihe
12
2011
A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails. Zbl 1099.60501
Tang, Qihe; Yan, Jia’an
12
2002
The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061
Tang, Qihe; Vernic, Raluca
11
2007
Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Zbl 1136.91490
Tang, Qihe
11
2006
Characterizations on heavy-tailed distributions by means of hazard rate. Zbl 1043.60012
Su, Chun; Tang, Qi-he
11
2003
An integral equation describing an asexual population in a changing environment. Zbl 1021.45010
Tang, Q.; Waxman, D.
11
2003
Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. Zbl 1306.62217
Tang, Qihe; Yang, Fan
10
2014
Reducing risk by merging counter-monotonic risks. Zbl 1291.91098
Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe
10
2014
A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128
Tang, Qihe; Yuan, Zhongyi
10
2012
A time-homogeneous diffusion model with tax. Zbl 1271.62246
Li, Bin; Tang, Qihe; Zhou, Xiaowen
9
2013
Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. Zbl 1255.91180
Hao, Xuemiao; Tang, Qihe
9
2012
The subexponential product convolution of two Weibull-type distributions. Zbl 1219.60010
Liu, Yan; Tang, Qihe
9
2010
Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Zbl 1284.91241
Jiang, Jun; Tang, Qihe
9
2008
Approximations for moments of deficit at ruin with exponential and subexponential claims. Zbl 1092.62599
Cheng, Yebin; Tang, Qihe; Yang, Hailiang
9
2002
Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Zbl 1179.91104
Hao, Xuemiao; Tang, Qihe
8
2009
A contribution to large deviations for heavy-tailed random sums. Zbl 1015.60025
Su, Chun; Tang, Qihe; Jiang, Tao
8
2001
A note on max-sum equivalence. Zbl 1211.62085
Li, Jinzhu; Tang, Qihe
6
2010
The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094
Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe
6
2010
Capital requirements, risk measures and comonotonicity. Zbl 1357.91018
Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David
6
2004
A note on the severity of ruin in the renewal model with claims of dominated variation. Zbl 1046.62115
Tang, Qihe
6
2003
Interplay of insurance and financial risks in a stochastic environment. Zbl 1411.91316
Tang, Qihe; Yang, Yang
4
2019
Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056
Tang, Qihe; Yuan, Zhongyi
4
2013
A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393
Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi
3
2017
Random difference equations with subexponential innovations. Zbl 1362.60064
Tang, QiHe; Yuan, ZhongYi
3
2016
Multi-environment probability density function method for modelling turbulent combustion using realistic chemical kinetics. Zbl 1180.80065
Tang, Q.; Zhao, W.; Bockelie, M.; Fox, R. O.
3
2007
Some useful counterexamples regarding comonotonicity. Zbl 1357.91019
Kaas, Rob; Goovaerts, Marc; Tang, Qihe
3
2004
Ginzburg-Landau phase transition theory and superconductivity. Zbl 1115.82040
Hoffmann, K.-H.; Tang, Q.
3
2001
Risk reducers in convex order. Zbl 1371.91091
He, Junnan; Tang, Qihe; Zhang, Huan
2
2016
On the maximum exceedance of a sequence of random variables over a renewal threshold. Zbl 1175.60045
Ha, Xuemiao; Tang, Qihe; Wei, Li
2
2009
Evolution in a changing environment: existence of solutions. Zbl 1071.45008
Rybka, P.; Tang, Q.; Waxman, D.
2
2003
Mathematical analysis of a model describing evolution of an asexual population in a changing environment. Zbl 1030.92020
Broom, M.; Tang, Q.; Waxman, D.
2
2003
An asymptotic relationship for ruin probabilities under heavy-tailed claims. Zbl 1098.62568
Tang, Qihe
2
2002
On additivity of tail comonotonic risks. Zbl 1426.91210
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung
1
2019
Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036
Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh.
1
2004
The reliability of negatively associated dependence structures. Zbl 1155.62449
Su, Chun; Jiang, Tao; Tang, Qi He; Liang, Han Ying
1
2002
Ruin probabilities for large claims in delayed renewal risk model. Zbl 1088.62515
Tang, Qihe; Su, Chun
1
2002
A theorem on the convergence of sums of independent random variables. Zbl 0999.60029
Kong, Fanchao; Tang, Qihe
1
2001
Notes on Erdős’ conjecture. Zbl 0965.60037
Kong, Fanchao; Tang, Qihe
1
2000
Interplay of insurance and financial risks in a stochastic environment. Zbl 1411.91316
Tang, Qihe; Yang, Yang
4
2019
On additivity of tail comonotonic risks. Zbl 1426.91210
Cheung, Ka Chun; Ling, Hok Kan; Tang, Qihe; Yam, Sheung Chi Phillip; Yuen, Fei Lung
1
2019
A limit distribution of credit portfolio losses with low default probabilities. Zbl 1416.91393
Shi, Xiaojun; Tang, Qihe; Yuan, Zhongyi
3
2017
Random difference equations with subexponential innovations. Zbl 1362.60064
Tang, QiHe; Yuan, ZhongYi
3
2016
Risk reducers in convex order. Zbl 1371.91091
He, Junnan; Tang, Qihe; Zhang, Huan
2
2016
Interplay of insurance and financial risks in a discrete-time model with strongly regular variation. Zbl 1336.91048
Li, Jinzhu; Tang, Qihe
14
2015
Randomly weighted sums of subexponential random variables with application to capital allocation. Zbl 1328.62089
Tang, Qihe; Yuan, Zhongyi
30
2014
Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function. Zbl 1306.62217
Tang, Qihe; Yang, Fan
10
2014
Reducing risk by merging counter-monotonic risks. Zbl 1291.91098
Cheung, Ka Chun; Dhaene, Jan; Lo, Ambrose; Tang, Qihe
10
2014
A time-homogeneous diffusion model with tax. Zbl 1271.62246
Li, Bin; Tang, Qihe; Zhou, Xiaowen
9
2013
Asymptotic analysis of the loss given default in the presence of multivariate regular variation. Zbl 1412.91056
Tang, Qihe; Yuan, Zhongyi
4
2013
Remarks on quantiles and distortion risk measures. Zbl 1256.91027
Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe
25
2012
On the Haezendonck-Goovaerts risk measure for extreme risks. Zbl 1239.91084
Tang, Qihe; Yang, Fan
22
2012
A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization. Zbl 1291.91128
Tang, Qihe; Yuan, Zhongyi
10
2012
Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments. Zbl 1255.91180
Hao, Xuemiao; Tang, Qihe
9
2012
Asymptotics for risk capital allocations based on conditional tail expectation. Zbl 1228.91029
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; Vernic, Raluca
38
2011
Characterization of upper comonotonicity via tail convex order. Zbl 1222.60022
Nam, Hee Seok; Tang, Qihe; Yang, Fan
12
2011
The product of two dependent random variables with regularly varying or rapidly varying tails. Zbl 1219.62098
Jiang, Jun; Tang, Qihe
12
2011
Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model. Zbl 1205.62061
Li, Jinzhu; Tang, Qihe; Wu, Rong
73
2010
Asymptotics of random contractions. Zbl 1231.91196
Hashorva, Enkelejd; Pakes, Anthony G.; Tang, Qihe
40
2010
Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model. Zbl 1231.91414
Tang, Qihe; Wang, Guojing; Yuen, Kam C.
21
2010
Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. Zbl 1231.91243
Tang, Qihe; Wei, Li
17
2010
The subexponential product convolution of two Weibull-type distributions. Zbl 1219.60010
Liu, Yan; Tang, Qihe
9
2010
A note on max-sum equivalence. Zbl 1211.62085
Li, Jinzhu; Tang, Qihe
6
2010
The probabilities of absolute ruin in the renewal risk model with constant force of interest. Zbl 1194.91094
Konstantinides, Dimitrios G.; Ng, Kai W.; Tang, Qihe
6
2010
Asymptotic tail probabilities of sums of dependent subexponential random variables. Zbl 1177.62017
Geluk, Jaap; Tang, Qihe
46
2009
Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation. Zbl 1179.91104
Hao, Xuemiao; Tang, Qihe
8
2009
On the maximum exceedance of a sequence of random variables over a renewal threshold. Zbl 1175.60045
Ha, Xuemiao; Tang, Qihe; Wei, Li
2
2009
A uniform asymptotic estimate for discounted aggregate claims with subexponential tails. Zbl 1142.62090
Hao, Xuemiao; Tang, Qihe
36
2008
Sums of dependent nonnegative random variables with subexponential tails. Zbl 1137.62310
Ko, Bangwon; Tang, Qihe
29
2008
From light tails to heavy tails through multiplier. Zbl 1199.60040
Tang, Qihe
28
2008
Insensitivity to negative dependence of asymptotic tail probabilities of sums and maxima of sums. Zbl 1141.62036
Tang, Qihe
14
2008
Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims. Zbl 1284.91241
Jiang, Jun; Tang, Qihe
9
2008
On the ruin probabilities of a bidimensional perturbed risk model. Zbl 1119.91056
Li, Junhai; Liu, Zaiming; Tang, Qihe
37
2007
Heavy tails of discounted aggregate claims in the continuous-time renewal model. Zbl 1211.91152
Tang, Qihe
36
2007
The overshoot of a random walk with negative drift. Zbl 1108.60042
Tang, Qihe
13
2007
The impact on ruin probabilities of the association structure among financial risks. Zbl 1210.91061
Tang, Qihe; Vernic, Raluca
11
2007
Multi-environment probability density function method for modelling turbulent combustion using realistic chemical kinetics. Zbl 1180.80065
Tang, Q.; Zhao, W.; Bockelie, M.; Fox, R. O.
3
2007
Risk measures and comonotonicity: a review. Zbl 1159.91403
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D.
131
2006
Insensitivity to negative dependence of the asymptotic behavior of precise large deviations. Zbl 1109.60021
Tang, Qihe
56
2006
Tail probabilities of randomly weighted sums of random variables with dominated variation. Zbl 1095.60008
Wang, Dingcheng; Tang, Qihe
43
2006
The subexponentiality of products revisited. Zbl 1142.60012
Tang, Qihe
32
2006
On convolution equivalence with applications. Zbl 1114.60015
Tang, Qihe
20
2006
Asymptotic ruin probabilities in finite horizon with subexponential losses and associated discount factors. Zbl 1136.91490
Tang, Qihe
11
2006
The tail probability of discount sums of Pareto-like losses in insurance. Zbl 1144.91026
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe; Vernic, Raluca
47
2005
The finite-time ruin probability of the compound Poisson model with constant interest force. Zbl 1132.91500
Tang, Qihe
42
2005
Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation. Zbl 1144.91030
Tang, Qihe
30
2005
A large deviation result for aggregate claims with dependent claim occurrences. Zbl 1110.62145
Kaas, Rob; Tang, Qihe
20
2005
Weighted sums of subexponential random variables and their maxima. Zbl 1083.60017
Chen, Yiqing; Ng, Kai W.; Tang, Qihe
16
2005
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments. Zbl 1095.91040
Tang, Qihe; Tsitsiashvili, Gurami
84
2004
Precise large deviations for sums of random variables with consistently varying tails. Zbl 1051.60032
Ng, Kai W.; Tang, Qihe; Yan, Jia-An; Yang, Hailiang
66
2004
On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications. Zbl 1054.60012
Cai, Jun; Tang, Qihe
50
2004
Asymptotics for the finite time ruin probability in the renewal model with consistent variation. Zbl 1130.60312
Tang, Qihe
35
2004
A comonotonic image of independence for additive risk measures. Zbl 1122.91341
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe
30
2004
The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Zbl 1142.62094
Tang, Qihe
25
2004
Maxima of sums and random sums for negatively associated random variables with heavy tails. Zbl 1116.62351
Wang, Dingcheng; Tang, Qihe
15
2004
Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Zbl 1040.60038
Tang, Qihe
14
2004
Asymptotic behavior of tail and local probabilities for sums of subexponential random variables. Zbl 1057.60049
Ng, Kai W.; Tang, Qihe
13
2004
Capital requirements, risk measures and comonotonicity. Zbl 1357.91018
Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David
6
2004
Some useful counterexamples regarding comonotonicity. Zbl 1357.91019
Kaas, Rob; Goovaerts, Marc; Tang, Qihe
3
2004
Two-sided bounds for ruin probability under constant interest force. Zbl 1065.91036
Konstantinides, D. G.; Tang, Q. H.; Tsitsiashvili, G. Sh.
1
2004
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563
Tang, Qihe; Tsitsiashvili, Gurami
189
2003
Randomly weighted sums of subexponential random variables with application to ruin theory. Zbl 1049.62017
Tang, Qihe; Tsitsiashvili, Gurami
68
2003
Moments of the surplus before ruin and the deficit at ruin in the Erlang(2) risk process. Zbl 1084.60544
Cheng, Yebin; Tang, Qihe
36
2003
Precise large deviations for the prospective-loss process. Zbl 1028.60024
Ng, Kai W.; Tang, Qihe; Yan, Jiaan; Yang, Hailiang
23
2003
A unified approach to generate risk measures. Zbl 1098.91539
Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe
18
2003
Note on the tail behavior of random walk maxima with heavy tails and negative drift. Zbl 1084.60515
Kaas, Rob; Tang, Qihe
16
2003
Characterizations on heavy-tailed distributions by means of hazard rate. Zbl 1043.60012
Su, Chun; Tang, Qi-he
11
2003
An integral equation describing an asexual population in a changing environment. Zbl 1021.45010
Tang, Q.; Waxman, D.
11
2003
A note on the severity of ruin in the renewal model with claims of dominated variation. Zbl 1046.62115
Tang, Qihe
6
2003
Evolution in a changing environment: existence of solutions. Zbl 1071.45008
Rybka, P.; Tang, Q.; Waxman, D.
2
2003
Mathematical analysis of a model describing evolution of an asexual population in a changing environment. Zbl 1030.92020
Broom, M.; Tang, Q.; Waxman, D.
2
2003
Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. Zbl 1074.91029
Konstantinides, Dimitrios; Tang, Qihe; Tsitsiashvili, Gurami
48
2002
Maxima of sums of heavy-tailed random variables. Zbl 1098.60505
Ng, K. W.; Tang, Q. H.; Yang, Hailiang
29
2002
A sharp inequality for the tail probabilities of sums of i.i.d. r.v.’s with dominatedly varying tails. Zbl 1099.60501
Tang, Qihe; Yan, Jia’an
12
2002
Approximations for moments of deficit at ruin with exponential and subexponential claims. Zbl 1092.62599
Cheng, Yebin; Tang, Qihe; Yang, Hailiang
9
2002
An asymptotic relationship for ruin probabilities under heavy-tailed claims. Zbl 1098.62568
Tang, Qihe
2
2002
The reliability of negatively associated dependence structures. Zbl 1155.62449
Su, Chun; Jiang, Tao; Tang, Qi He; Liang, Han Ying
1
2002
Ruin probabilities for large claims in delayed renewal risk model. Zbl 1088.62515
Tang, Qihe; Su, Chun
1
2002
Large deviations for heavy-tailed random sums in compound renewal model. Zbl 0977.60034
Tang, Qihe; Su, Chun; Jiang, Tao; Zhang, Jinsong
63
2001
A contribution to large deviations for heavy-tailed random sums. Zbl 1015.60025
Su, Chun; Tang, Qihe; Jiang, Tao
8
2001
Ginzburg-Landau phase transition theory and superconductivity. Zbl 1115.82040
Hoffmann, K.-H.; Tang, Q.
3
2001
A theorem on the convergence of sums of independent random variables. Zbl 0999.60029
Kong, Fanchao; Tang, Qihe
1
2001
Notes on Erdős’ conjecture. Zbl 0965.60037
Kong, Fanchao; Tang, Qihe
1
2000
Stable nucleation for the Ginzburg-Landau system with an applied magnetic field. Zbl 0922.35157
Bauman, P.; Phillips, D.; Tang, Q.
40
1998
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Cited by 877 Authors

63 Tang, Qihe
37 Wang, Yuebao
36 Šiaulys, Jonas
27 Wang, Kaiyong
25 Leipus, Remigijus
24 Hashorva, Enkelejd
24 Li, Jinzhu
20 Gao, Qingwu
19 Cheung, Ka Chun
18 Chen, Yiqing
16 Dhaene, Jan
16 Yuen, Kam Chuen
14 Goovaerts, Marc J.
14 Wang, Dingcheng
13 Cheng, Dongya
13 Ng, Kai Wang
13 Shen, Xinmei
13 Vanduffel, Steven
12 Asimit, Alexandru V.
12 Chen, Yu
12 Fu, Ke’ang
12 Laeven, Roger J. A.
11 Yang, Hailiang
11 Yang, Yang
11 Yang, Yang
10 Cheng, Fengyang
10 Kaas, Rob
9 Helffer, Bernard
9 Konstantinides, Dimitrios G.
9 Lo, Ambrose
9 Song, Lixin
9 Yang, Yang
9 Yang, Yang
9 Yang, Yang
9 Yin, Chuancun
8 Hu, Yijun
8 Liu, Xijun
8 Lu, Dawei
8 Wei, Li
8 Yuan, Zhongyi
8 Zhang, Yi
7 Ahn, Jae Youn
7 Albrecher, Hansjörg
7 Cai, Jun
7 Furman, Edward
7 Jiang, Tao
7 Li, Shuanming
7 Su, Chun
7 Vernic, Raluca
7 Wang, Ruodu
7 Wang, Shijie
7 Wang, Wenyuan
7 Yang, Haizhong
7 Zhang, Zhimin
7 Zitikis, Ričardas
6 Boonen, Tim J.
6 Guillen, Montserrat
6 Guo, Fenglong
6 Landsman, Zinoviy M.
6 Lefèvre, Claude
6 Peng, Liang
6 Willmot, Gordon E.
6 Yu, Changjun
5 Almog, Yaniv
5 Bai, Xiaodong
5 Cheung, Eric C. K.
5 Cui, Zhaolei
5 Fournais, Søren
5 Garrido, José Luis
5 Griffin, Philip S.
5 Kim, Joseph Hyun Tae
5 Landriault, David
5 Lin, Jinguan
5 Lin, Zhengyan
5 Mao, Tiantian
5 Pakes, Anthony G.
5 Pan, Xingbin
5 Ragulina, Olena
5 Santolino, Miguel
5 Tan, Ken Seng
5 Wang, Dehui
5 Wang, Wensheng
5 Weng, Chengguo
5 Yang, Fan
5 Yang, Hu
4 Asmussen, Søren
4 Badescu, Alexandru M.
4 Badescu, Andrei L.
4 Bernard, Carole
4 Cang, Yuquan
4 Cheng, Jianhua
4 Feng, Runhuan
4 Geluk, Jaap L.
4 Hu, Shuhe
4 Hu, Taizhong
4 Kałuszka, Marek
4 Lee, Woojoo
4 Li, Bin
4 Lin, Jianxi
4 Linders, Daniël
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Cited in 137 Serials

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24 Journal of Computational and Applied Mathematics
21 ASTIN Bulletin
19 Advances in Applied Probability
16 Acta Mathematicae Applicatae Sinica. English Series
13 Extremes
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12 Journal of the Korean Statistical Society
11 Applied Mathematics. Series B (English Edition)
10 Journal of Inequalities and Applications
10 Methodology and Computing in Applied Probability
10 Stochastic Models
9 Journal of Mathematical Physics
9 Frontiers of Mathematics in China
9 Modern Stochastics. Theory and Applications
8 Journal of Theoretical Probability
8 Acta Mathematica Sinica. English Series
8 Journal of Industrial and Management Optimization
7 Stochastic Analysis and Applications
7 Science China. Mathematics
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5 Journal of Multivariate Analysis
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5 Annals of Operations Research
5 Japan Journal of Industrial and Applied Mathematics
5 Stochastic Processes and their Applications
5 Bernoulli
5 Mathematical Problems in Engineering
5 Probability in the Engineering and Informational Sciences
5 Applied Stochastic Models in Business and Industry
5 Journal of Systems Science and Complexity
4 Applied Mathematics and Computation
4 Chinese Annals of Mathematics. Series B
4 The Annals of Applied Probability
4 European Journal of Operational Research
4 Abstract and Applied Analysis
4 Nonlinear Analysis. Modelling and Control
4 Dependence Modeling
3 Computers & Mathematics with Applications
3 Communications in Mathematical Physics
3 Rocky Mountain Journal of Mathematics
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3 Stochastics
2 Archive for Rational Mechanics and Analysis
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2 Annales de l’Institut Fourier
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2 Transactions of the American Mathematical Society
2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
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2 Journal de Mathématiques Pures et Appliquées. Neuvième Série
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2 Finance and Stochastics
2 International Journal of Theoretical and Applied Finance
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2 Decisions in Economics and Finance
2 Advances in Decision Sciences
2 Annals of Finance
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1 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
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1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Numerische Mathematik
1 Quarterly of Applied Mathematics
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1 Acta Applicandae Mathematicae
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1 Mathematical and Computer Modelling
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1 Applied Mathematical Modelling
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